← All authors Stefan Sperlich University of Geneva (per OpenAlex) · ORCID · OpenAlex
84 papers in scope · 81 published · 5 on the econ.EM arXiv · 1,925 citations · h-index 21 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Hyungsik Roger Moon Martin Weidner Laura Liu Iván Fernández-Val Amrei Stammann Frank Schorfheide Mingli Chen Eric Auerbach Daniel Czarnowske Victor Chernozhukov Liangjun Su Shuyang Sheng Stéphane Bonhomme Michael P. Leung Martin Mugnier Zizhong Yan Geert Dhaene Jinyong Hahn Grigory Franguridi Weisheng Zhang Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (4 of 84)
A Comparative Note on the Reliability of Inequality Indicator Estimates
published 2026 · International Statistical Review
published 2026 · Econometrics and Statistics · first circulated 2025
INFERENCE FOR THE QUANTILE RATIO INEQUALITY INDEX IN THE CONTEXT OF SURVEY DATA
published 2025 · Journal of Survey Statistics and Methodology · 1 citations
Bootstrap-based statistical inference for linear mixed effects under misspecifications
published 2024 · Computational Statistics & Data Analysis · 1 citations
with Katarzyna Reluga, María José Lombardía
A Note on Simultaneous Confidence Intervals for Direct, Indirect and Synthetic Estimators
published 2024 · Stats · 1 citations
with Christophe Quentin Valvason
A Complete Framework for Model-Free Difference-in-Differences Estimation
published 2023 · Foundations and Trends® in Econometrics · 2 citations · first circulated 2022
with Daniel J. Henderson
Direct foreign investment and intellectual property reform in the South
published 2023 · Journal of International Development · 3 citations
with Sunil Kanwar
Bandwidth selection for statistical matching and prediction
published 2022 · Test · 2 citations
with Inés Barbeito, Ricardo Cao
Simultaneous inference for linear mixed model parameters with an application to small area estimation
published 2022 · International Statistical Review · 3 citations · first circulated 2019
with Katarzyna Reluga, María José Lombardía
Comments on: hybrid semiparametric Bayesian networks
published 2022 · Test
Marginal and Conditional Multiple Inference for Linear Mixed Model Predictors
published 2022 · Journal of the American Statistical Association · 6 citations · first circulated 2018
Modeling heterogeneous treatment effects in the presence of endogeneity
published 2021 · Econometric Reviews · 2 citations
with Giacomo Benini
A behavioural model of minority language shift: Theory and empirical evidence
published 2021 · PLoS ONE · 11 citations
with José Ramón Uriarte Ayo
Nonparametric Specification Testing of Conditional Asset Pricing Models
published 2021 · Journal of Business and Economic Statistics · 1 citations
Package wsbackfit for Smooth Backfitting Estimation of Generalized Structured Models
published 2021 · The R Journal · 2 citations
with Javier Roca-Pardiñas, Xosé Rodríguez-Álvarez María
On model-based nowcasting for highly disaggregated levels
published 2020 · Statistical Journal of the IAOS
with María Dolores Esteban, Domingo Morales, Agustín Pérez
Backfitting tests in generalized structured models
published 2020 · Biometrika · 1 citations
with Enno Mammen
A Note on Combining Machine Learning with Statistical Modeling for Financial Data Analysis
published 2020 · Risks · 2 citations
with José María Sarabia, Faustino Prieto, Vanesa Jordá
Conditional Variance Forecasts for Long-Term Stock Returns
published 2019 · Risks · 13 citations
with Enno Mammen, Jens Perch Nielsen, Michael Scholz
working paper 2019 · arXiv · 1 citations · first circulated 2018
with Jose-Ramon Uriarte, José Ramón Uriarte Ayo
Innovation, productivity and intellectual property reform in an emerging market economy: evidence from India
published 2019 · Empirical Economics · 7 citations
with Sunil Kanwar
working paper 2019 · arXiv · first circulated 2014
working paper 2019 · arXiv · first circulated 2016
Recovering income distributions from aggregated data via micro-simulations
published 2019 · Spanish Journal of Statistics
with Ignacio Arce, Antonio de las Heras Pérez, Ignaio Mora-Arce, Antonio Heras Perez
Exploring the Heterogeneous Effects of Export Promotion
published 2018 · The World Bank Economic Review · 10 citations
with Marcelo Olarreaga, Virginie Trachsel
Growth and convergence in South–South integration areas: An empirical analysis
published 2017 · Review of International Economics · 5 citations · first circulated 2012
with Yvonne Sperlich
Nonparametric long term prediction of stock returns with generated bond yields
published 2016 · Insurance Mathematics and Economics · 17 citations · first circulated 2012
with Michael Scholz, Jens Perch Nielsen
Varying Coefficient Models Revisited: An Econometric View
published 2016 · Springer proceedings in mathematics & statistics · 5 citations
with Giacomo Benini, Raoul Theler
A Simple Method for Predicting Distributions by Means of Covariates with Examples from Poverty and Health Economics
published 2016 · Zeitschrift für schweizerische Statistik und Volkswirtschaft/Schweizerische Zeitschrift für Volkswirtschaft und Statistik/Swiss journal of economics and statistics · 3 citations
with Jing Dai, Walter Zucchini
Nonparametric prediction of stock returns based on yearly data: The long-term view
published 2015 · Insurance Mathematics and Economics · 16 citations
with Michael Scholz, Jens Perch Nielsen
Modeling heterogeneity: a praise for varying-coefficient models in causal analysis
published 2015 · Computational Statistics · 12 citations
with Raoul Theler
Flexible estimation of transport demand functions: recommendations for public policy makers
published 2015 · Transportation Letters · 7 citations
with Javier Bilbao Ubillos, Ana Fernández-Sainz, Nils Heidenreich, Javier Bilbao-Ubillos, Ana Fernandez-Sainz
Semi-mixed effects gravity models for bilateral trade
published 2014 · Empirical Economics · 23 citations
with Isabel Proença, Duygu Savaşcı
Income Inequality in the South–South Integration
published 2014 · Journal of Economic Integration · 7 citations
with Yvonne Sperlich
SPECIFICATION TESTING WHEN THE NULL IS NONPARAMETRIC OR SEMIPARAMETRIC
published 2014 · Econometric Theory · 5 citations
A Review and Comparison of Bandwidth Selection Methods for Kernel Regression
published 2014 · International Statistical Review · 80 citations · first circulated 2011
Kernel-based semiparametric multinomial logit modelling of political party preferences
published 2014 · Statistical Methods & Applications · 5 citations
with Roland Langrock, Nils-Bastian Heidenreich
Further theoretical and practical insight to the do-validated bandwidth selector
published 2013 · Journal of the Korean Statistical Society · 9 citations
with Enno Mammen, María Dolores Martínez Miranda, Jens Perch Nielsen
On the choice of regularization parameters in specification testing: a critical discussion
published 2013 · Empirical Economics · 19 citations
Comments on: An updated review of Goodness-of-Fit tests for regression models
published 2013 · Test · 6 citations
Bandwidth selection for kernel density estimation: a review of fully automatic selectors
published 2013 · AStA Advances in Statistical Analysis · 278 citations
with Nils-Bastian Heidenreich, Anja Schindler
Comments on: Model-free model-fitting and predictive distributions
published 2013 · Test · 6 citations
Kernel smoothers and bootstrapping for semiparametric mixed effects models
published 2012 · Journal of Multivariate Analysis · 9 citations
with Wenceslao González-Manteiga, María José Lombardía, María Dolores Martínez Miranda
Consumer behaviour analysis for luxury goods: a technical note for empirical studies
published 2012 · Applied Economics Letters · 1 citations
Direct Simultaneous Inference in Additive Models and Its Application to Model Undernutrition
published 2012 · Journal of the American Statistical Association · 22 citations · first circulated 2011
A new class of semi-mixed effects models and its application in small area estimation
published 2012 · Computational Statistics & Data Analysis · 22 citations
with María José Lombardía
A Practical Test for Misspecification in Regression: Functional Form, Separability, and Distribution
published 2012 · Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva · 2 citations
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Trends in the Gender Pay Gap in Spain: A Semiparametric Analysis
published 2011 · Journal of Labor Research · 14 citations
with Ignacio Arce, Ana Fernández-Sainz, María J. Roca
Do-Validation for Kernel Density Estimation
published 2011 · Journal of the American Statistical Association · 38 citations
with Enno Mammen, María Dolores Martínez Miranda, Jens Perch Nielsen
Low dimensional semiparametric estimation in a censored regression model
published 2010 · Journal of Multivariate Analysis · 6 citations
Local polynomial inference for small area statistics: estimation, validation and prediction
published 2010 · Journal of nonparametric statistics · 19 citations
with María José Lombardía
Simple and effective boundary correction for kernel densities and regression with an application to the world income and Engel curve estimation
published 2010 · Computational Statistics & Data Analysis · 45 citations
with Jing Dai
Semiparametric indirect utility and consumer demand
published 2010 · Computational Statistics & Data Analysis · 6 citations
Fractional white noise perturbations of parabolic Volterra equations
published 2010 · Journal of Applied Analysis · 2 citations
with Mathias Wilke
Comments on: A review on empirical likelihood methods for regression
published 2009 · Test
Semiparametric estimation of consumer demand systems in real expenditure
published 2009 · Journal of Applied Econometrics · 21 citations · first circulated 2007
A note on non-parametric estimation with predicted variables
published 2009 · Econometrics Journal · 38 citations
Feasible estimation in generalized structured models
published 2009 · Statistics and Computing · 18 citations
with Javier Roca-Pardiñas
Discussion: Nonparametric estimation of noisy integral equations of the second kind
published 2009 · Journal of the Korean Statistical Society
On Parabolic Volterra Equations Disturbed by Fractional Brownian Motions
published 2009 · Stochastic Analysis and Applications · 10 citations
A note on structural adaptive dimension reduction
published 2008 · Journal of Statistical Computation and Simulation · 6 citations
with Jörg Polzehl
Semiparametric Inference in Generalized Mixed Effects Models
published 2008 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 51 citations · first circulated 2007
with María José Lombardía
Estimation of a semiparametric transformation model
published 2008 · The Annals of Statistics · 84 citations
An Empirical Assessment of the EU Agricultural Policy Based on Firm Level Data
published 2007 · Jahrbücher für Nationalökonomie und Statistik · 5 citations
with Carmen Murillo, Carlos San Juan Mesonada
Testing the link when the index is semiparametric—a comparative study
published 2007 · Computational Statistics & Data Analysis · 12 citations
with Javier Roca-Pardiñas
Efficiency, subsidies, and environmental adaptation of animal farming under CAP
published 2007 · Agricultural Economics · 77 citations · first circulated 2005
with Werner Kleinhanß, Carmen Murillo, Carlos San Juan Mesonada, Werner Kleinhans
Comparison of Separable Components in Different Samples
published 2006 · Scandinavian Journal of Statistics · 20 citations · first circulated 2003
with Natalie Neumeyer
Semiparametric three‐step estimation methods for simultaneous equation systems
published 2005 · Journal of Applied Econometrics · 15 citations
A comparison of different nonparametric methods for inference on additive models
published 2005 · Journal of nonparametric statistics · 50 citations · first circulated 2001
Rate optimal estimation with the integration method in the presence of many covariates
published 2004 · Journal of Multivariate Analysis · 80 citations
with Nicolas Hengartner
Smooth Backfitting in Practice
published 2004 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 115 citations
with Jens Perch Nielsen
Non-uniformity of job-matching in a transition economy – A nonparametric analysis for the Czech Republic
published 2004 · Applied Economics · 10 citations · first circulated 1998
with Stefan Profit
BOOTSTRAP INFERENCE IN SEMIPARAMETRIC GENERALIZED ADDITIVE MODELS
published 2004 · Econometric Theory · 104 citations · first circulated 2000
Prediction of Stock Returns: A New Way to Look at It
published 2003 · Astin Bulletin · 14 citations · first circulated 2001
with Jens Perch Nielsen, Jens Pech Nielsen
SEMIPARAMETRIC ESTIMATION OF SEPARABLE MODELS WITH POSSIBLY LIMITED DEPENDENT VARIABLES
published 2003 · Econometric Theory · 18 citations
Derivative estimation and testing in generalized additive models
published 2003 · Journal of Statistical Planning and Inference · 40 citations · first circulated 2000
NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS
published 2002 · Econometric Theory · 166 citations · first circulated 1998
with Dag Tjøstheim, Lijian Yang
Structural Tests in Additive Regression
published 2001 · Journal of the American Statistical Association · 27 citations · first circulated 2000
A note on the parametric three step estimator in structural labor supply models
published 2001 · Economics Letters · 10 citations
Normalité asymptotique d'estimateurs de maximum de vraisemblance pour modèles non-paramétriques de régression multidimensionnelle
published 2001 · Comptes Rendus de l Académie des Sciences - Series I - Mathematics
Integration and backfitting methods in additive models-finite sample properties and comparison
published 1999 · Test · 85 citations · first circulated 1998
Estimation of Derivatives for Additive Separable Models
published 1999 · Statistics · 59 citations
with Eric Severance-Lossin
Semiparametric single index versus fixed link function modelling
published 1997 · The Annals of Statistics · 23 citations · first circulated 1995
Some applications of Stieltjes transforms in the construction of optimal designs for nonlinear regression models
published 1996 · Computational Statistics & Data Analysis · 9 citations
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